class StockReport(Report):
def __init__(self, dao, date):
super(self.__class__, self).__init__(dao, date)
self.q = dao.get_stock_quote(date)
self.stock_position = CalcPosition(date)
self.stock_position.calc(dao)
def stock_positions(self, positions=None):
def calc_stock(instrument, position):
v = position.shares * self.q[instrument].price
r = {}
r['instrument'] = instrument
r['url'] = self.i[instrument].url
r['symbol'] = position.name
r['shares'] = position.shares
r['price'] = self.q[instrument].price
r['value'] = self.gen_price_with_xccy(v, self.i[instrument].currency, self.i[instrument].xccy_rate,
self.i[instrument].xccy_date)
r['liquidated'] = self.gen_price_with_xccy(position.liquidated, self.i[instrument].currency,
self.i[instrument].xccy_rate, self.i[instrument].xccy_date)
t = self.i[instrument].instrument_type.name
if t in positions:
by_instrument = positions[t]
else:
by_instrument = []
by_instrument.append(r)
positions[t] = by_instrument
if positions is None:
positions = {}
self.stock_position.dump(calc_stock)
return positions
def __init__(self, dao, date):
super(self.__class__, self).__init__(dao, date)
self.q = dao.get_stock_quote(date)
self.stock_position = CalcPosition(date)
self.stock_position.calc(dao)